| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,190.50 |
2,226.50 |
36.00 |
1.6% |
2,288.00 |
| High |
2,232.50 |
2,285.25 |
52.75 |
2.4% |
2,332.50 |
| Low |
2,162.25 |
2,221.25 |
59.00 |
2.7% |
2,134.00 |
| Close |
2,226.00 |
2,254.00 |
28.00 |
1.3% |
2,202.00 |
| Range |
70.25 |
64.00 |
-6.25 |
-8.9% |
198.50 |
| ATR |
66.69 |
66.50 |
-0.19 |
-0.3% |
0.00 |
| Volume |
390,098 |
351,571 |
-38,527 |
-9.9% |
1,976,624 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.50 |
2,413.75 |
2,289.25 |
|
| R3 |
2,381.50 |
2,349.75 |
2,271.50 |
|
| R2 |
2,317.50 |
2,317.50 |
2,265.75 |
|
| R1 |
2,285.75 |
2,285.75 |
2,259.75 |
2,301.50 |
| PP |
2,253.50 |
2,253.50 |
2,253.50 |
2,261.50 |
| S1 |
2,221.75 |
2,221.75 |
2,248.25 |
2,237.50 |
| S2 |
2,189.50 |
2,189.50 |
2,242.25 |
|
| S3 |
2,125.50 |
2,157.75 |
2,236.50 |
|
| S4 |
2,061.50 |
2,093.75 |
2,218.75 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.25 |
2,708.75 |
2,311.25 |
|
| R3 |
2,619.75 |
2,510.25 |
2,256.50 |
|
| R2 |
2,421.25 |
2,421.25 |
2,238.50 |
|
| R1 |
2,311.75 |
2,311.75 |
2,220.25 |
2,267.25 |
| PP |
2,222.75 |
2,222.75 |
2,222.75 |
2,200.50 |
| S1 |
2,113.25 |
2,113.25 |
2,183.75 |
2,068.75 |
| S2 |
2,024.25 |
2,024.25 |
2,165.50 |
|
| S3 |
1,825.75 |
1,914.75 |
2,147.50 |
|
| S4 |
1,627.25 |
1,716.25 |
2,092.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,318.00 |
2,134.00 |
184.00 |
8.2% |
77.75 |
3.5% |
65% |
False |
False |
414,952 |
| 10 |
2,332.50 |
2,134.00 |
198.50 |
8.8% |
67.00 |
3.0% |
60% |
False |
False |
383,260 |
| 20 |
2,332.50 |
2,103.25 |
229.25 |
10.2% |
62.25 |
2.8% |
66% |
False |
False |
249,308 |
| 40 |
2,349.75 |
1,964.00 |
385.75 |
17.1% |
73.75 |
3.3% |
75% |
False |
False |
124,932 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
62.75 |
2.8% |
62% |
False |
False |
83,414 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
53.75 |
2.4% |
62% |
False |
False |
62,571 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
43.50 |
1.9% |
62% |
False |
False |
50,057 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
37.00 |
1.6% |
62% |
False |
False |
41,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,557.25 |
|
2.618 |
2,452.75 |
|
1.618 |
2,388.75 |
|
1.000 |
2,349.25 |
|
0.618 |
2,324.75 |
|
HIGH |
2,285.25 |
|
0.618 |
2,260.75 |
|
0.500 |
2,253.25 |
|
0.382 |
2,245.75 |
|
LOW |
2,221.25 |
|
0.618 |
2,181.75 |
|
1.000 |
2,157.25 |
|
1.618 |
2,117.75 |
|
2.618 |
2,053.75 |
|
4.250 |
1,949.25 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,253.75 |
2,239.25 |
| PP |
2,253.50 |
2,224.50 |
| S1 |
2,253.25 |
2,209.50 |
|